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Deus ex machina? : a framework for macro forecasting with machine learning

Bolhuis, Marijn A.; Rayner, Brett - 2020

We develop a framework to nowcast (and forecast) economic variables with machine learning techniques. We explain how machine learning methods can address common shortcomings of traditional OLS-based models and use several machine learning models to predict real output growth with lower forecast...

Persistent link: https://www.econbiz.de/10012251288

Exchange rate forecasting using ensemble modeling for better policy implications

Tripathi, Manas; Kumar, Saurabh; Inani, Sarveshwar Kumar - In: Journal of time series econometrics 13 (2021) 1, pp. 43-71

Persistent link: https://www.econbiz.de/10012437825

Majority voting ensemble with a decision trees for business failure prediction during economic downturns

Kim, Soo Young; Upneja, Arun - In: Journal of innovation & knowledge : JIK 6 (2021) 2, pp. 112-123

voting ensemble method with a decision tree (DT) with experimental data on US restaurant between 1980 and 2017. According to … the voting ensemble of business failure prediction. Three models, including an entire period (EP) model, an economic … prediction models. And second, by using an ensemble model with a DT, it has improved both the interpretability of the results and …

Persistent link: https://www.econbiz.de/10012518223

An ensemble approach to GEFCom2017 probabilistic load forecasting

Landgraf, Andrew J. - In: International journal of forecasting 35 (2019) 4, pp. 1432-1438

Persistent link: https://www.econbiz.de/10012305367

Operational solar forecasting for the real-time market

Yang, Dazhi; Wu, Elynn; Kleissl, Jan - In: International journal of forecasting 35 (2019) 4, pp. 1499-1519

Persistent link: https://www.econbiz.de/10012305380

Comparing trained and untrained probabilistic ensemble forecasts of COVID-19 cases and deaths in the United States

Ray, Evan L.; Brooks, Logan C.; Bien, Jacob; … - In: International journal of forecasting 39 (2023) 3, pp. 1366-1383

Persistent link: https://www.econbiz.de/10014465288

Measuring uncertainty of a combined forecast and some tests for forecaster heterogeneity

Lahiri, Kajal; Peng, Huaming; Sheng, Xuguang - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 29-50). 2022

Persistent link: https://www.econbiz.de/10013201758

Making the whole greater than the sum of its parts : a literature review of ensemble methods for financial time series forecasting

Albuquerque, Pedro H.; Peng, Yaohao; Silva, João Pedro … - In: Journal of forecasting 41 (2022) 8, pp. 1701-1724

Persistent link: https://www.econbiz.de/10013465742

Macroeconomic forecasting using factor models and machine learning : an application to Japan

Maehashi, Kohei; Shintani, Mototsugu - 2020

Persistent link: https://www.econbiz.de/10013329759

A boosting approach to forecasting gold and silver returns : economic and statistical forecast evaluation

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Applied economics letters 23 (2016) 4/6, pp. 347-352

Persistent link: https://www.econbiz.de/10011430599